Computing a partial Schur factorization of nonlinear eigenvalue problems using the infinite Arnoldi method (Q2923350)

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scientific article; zbMATH DE number 6356178
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Computing a partial Schur factorization of nonlinear eigenvalue problems using the infinite Arnoldi method
scientific article; zbMATH DE number 6356178

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    15 October 2014
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    Arnoldi's method
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    nonlinear eigenvalue problems
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    invariant pairs
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    restarting
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    partial Schur factorization
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    numerical example
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    Computing a partial Schur factorization of nonlinear eigenvalue problems using the infinite Arnoldi method (English)
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    The authors consider the nonlinear eigenvalue problem (NEP) of finding \(\lambda \in \Omega\subseteq\mathbb{C}\) and \(v\in\mathbb{C}^n\backslash\{0\}\) such that \(M(\lambda)v=0\), where \(M:\Omega\leftarrow\mathbb{C}^{n\times n}\) is analytic in \(\Omega\), which is an open disc centered at the origin. They introduce a new technique to compute a partial Schur factorization of the NEP based on the infinite Arnoldi method (cf. [\textit{E. Jarlebring} et al., Numer. Math. 122, No. 1, 169--195 (2012; Zbl 1256.65043)]). The modification applies the fact that the invariant pairs of the operator are equivalent to invariant pairs of the NEP. Using the characterization of the structure of the invariant pairs of the operator, they show how to modify the infinite Arnoldi method by respecting this structure. Finally, they present two numerical examples to justify the usability of the main algorithm.
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